Anic Equity¶

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Total return since start: 0.713 %¶

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Equity now: -----------------------------> 52322.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45987.48 Kr¶

PnL: ---------------------------------------> -765.52 Kr¶

DD now: ---------------------------------> -1.502 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 10:46:32.636383'

Anic Portfolio¶

Today¶

Return: 0.012 %¶

This Week¶

Return: 0.012 %¶

Total portfolio value¶

Return including deposits: 71.29 %¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 -2.390000 680.120000 41.120000 6.440000 638.999984
Embracer Group B 26 3.950000 700.700000 38.700000 5.850000 661.999988
Vitrolife 3 3.910000 702.000000 25.000000 3.690000 677.000001
Biotage 4 0.840000 623.600000 20.600000 3.420000 603.000000
Indutrade 5 2.210000 1339.500000 19.500000 1.480000 1320.000000
Xvivo Perfusion 3 0.530000 861.000000 16.000000 1.890000 845.000001
SynAct Pharma 9 -2.000000 660.600000 15.600000 2.420000 645.000003
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addtech B 3 1.620000 714.600000 14.600000 2.090000 699.999999
Sdiptech B 3 0.580000 834.000000 12.000000 1.460000 822.000000
Addnode Group B 6 1.840000 763.200000 11.200000 1.490000 751.999998
Sedana Medical 135 -2.070000 4338.900000 7.900000 0.180000 4330.999935
Nolato B 12 -0.460000 655.200000 7.200000 1.110000 648.000000
NCC B 7 0.160000 659.750000 5.750000 0.880000 653.999997
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Latour B 2 1.660000 453.400000 4.400000 0.980000 449.000000
Fortnox 10 3.490000 669.600000 1.600000 0.240000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Lime Technologies 2 -1.180000 587.000000 -6.000000 -1.010000 593.000000
Volati 5 -4.380000 567.000000 -7.000000 -1.220000 574.000000
Sampo Oyj SDB 1 -1.000000 497.000000 -8.000000 -1.580000 505.000000
Investor B 3 0.630000 649.650000 -8.350000 -1.270000 657.999999
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
Balco Group 39 0.000000 1860.300000 -14.700000 -0.780000 1874.999997
Humana 40 -0.120000 642.400000 -31.600000 -4.690000 674.000000
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Ambea 68 0.830000 2479.280000 -57.720000 -2.280000 2537.000032
Creades A 7 1.360000 549.150000 -61.850000 -10.120000 610.999998
Investor A 16 0.370000 3468.800000 -76.200000 -2.150000 3545.000000
New Wave B 40 0.050000 3820.800000 -95.200000 -2.430000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45985.550000 -767.450000 -1.50558% 46752.999863

Updated:¶

'2023-06-13 10:45:45.710680'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶